Struct OrderBook 

pub struct OrderBook {
    pub security_id: u32,
    pub ask: HalfBook,
    pub bid: HalfBook,
}

Fields

security_id: u32

ask: HalfBook

bid: HalfBook

Implementations

impl OrderBook

pub fn new(security_id: u32) -> Self

pub fn create_buy_order( &mut self, order_id: Uuid, resting_order: OrderNode, ) -> Result<usize, Error>

pub fn create_sell_order( &mut self, order_id: Uuid, resting_order: OrderNode, ) -> Result<usize, Error>

pub fn cancel_order( &mut self, order_id: Uuid, order: CancelOrder, ) -> Result<(), Error>

pub fn modify_order( &mut self, order_id: Uuid, order: ModifyOrder, ) -> Result<Option<ModifyOutcome>, Error>

Trait Implementations

impl Debug for OrderBook

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.